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Using random patterns and placing elements randomly in a Power Spectral Density
VOLUME 4, ISSUE 1 9
the origin of the 1f spectrum is unknown, sequences pos- could be random sequences possessing the Lorentz type of
sessing this kind of spectrum can easily be simulated with a spectrum,
computer. The recipe is to transform a white noise into the S(f) t ,
frequency domain with the Fourier function, multiply the 1 + (2pft)2
result point-wise with a Fourier-transformed 1 t kernel, and
then take the product back to the time domain with Inverse- which is white at low frequencies (f << 12pt) and has
Fourier (for a good overview of the subject, see the paper by asymptotic 1f 2 behavior at high frequencies (Figure 1).
William H. Press [1978]). There are a number of ways to generate a Lorentzian
sequence. Here, we use a somewhat modified random walk in
Random Hedgehogs: From Spectrum to Picture which random increments are added with a weight:
Let us see how memory reveals itself in a picture. In Figure 2, Lorentz[n_, c_] :=
we show random hedgehogs, which are polar plots of ran- NestList[# c + Random[](1-c)&, 0, n] - .5 // Rest
dom sequences with a given spectrum. They are displayed
with the function PolarListPlot, from the standard package
To get steady state in such a system one should drop the
Graphics`Graphics`. The length of all the sequences is chosen to
first few elements of the list (more for higher values of the
be 100.
weight c). Figure 2d shows some Lorentz hedgehogs and
confirms that the flicker and Lorentz hedgehogs look quite
similar.